PREVIEW / futures_30min / 2023-11-28

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-11-28.parquet
  size:    111 KB
  rows:    3,930

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2023-11-28 00:00:00	ES	Futures	4954.31	4954.85	4953.22	4954.31	1800.0
2023-11-28 00:30:00	ES	Futures	4954.31	4956.21	4954.31	4955.4	2560.0
2023-11-28 01:00:00	ES	Futures	4955.67	4957.3	4955.13	4956.75	2223.0
2023-11-28 01:30:00	ES	Futures	4956.75	4957.84	4955.94	4957.03	2507.0
2023-11-28 02:00:00	ES	Futures	4957.03	4957.3	4946.98	4948.34	9204.0
2023-11-28 02:30:00	ES	Futures	4948.34	4949.69	4945.62	4947.79	7856.0
2023-11-28 03:00:00	ES	Futures	4948.06	4949.42	4945.89	4945.89	8714.0
2023-11-28 03:30:00	ES	Futures	4945.89	4949.42	4942.91	4947.52	11170.0
2023-11-28 04:00:00	ES	Futures	4947.52	4950.51	4945.89	4950.24	7343.0
2023-11-28 04:30:00	ES	Futures	4950.51	4953.22	4950.24	4952.14	6393.0
2023-11-28 05:00:00	ES	Futures	4952.41	4953.77	4951.05	4951.05	4062.0
2023-11-28 05:30:00	ES	Futures	4951.05	4953.22	4950.51	4952.41	5773.0
2023-11-28 06:00:00	ES	Futures	4952.41	4953.5	4950.78	4952.68	4367.0
2023-11-28 06:30:00	ES	Futures	4952.95	4952.95	4948.61	4948.61	4921.0
2023-11-28 07:00:00	ES	Futures	4948.61	4951.05	4948.06	4948.88	5732.0
2023-11-28 07:30:00	ES	Futures	4948.88	4949.97	4943.72	4944.26	10620.0
2023-11-28 08:00:00	ES	Futures	4944.53	4946.44	4939.1	4945.62	22777.0
2023-11-28 08:30:00	ES	Futures	4945.62	4947.79	4943.72	4946.16	18190.0
2023-11-28 09:00:00	ES	Futures	4946.16	4949.15	4943.72	4948.06	23624.0
2023-11-28 09:30:00	ES	Futures	4948.06	4949.69	4941.55	4942.91	125729.0
2023-11-28 10:00:00	ES	Futures	4942.63	4950.24	4942.36	4947.52	91468.0
2023-11-28 10:30:00	ES	Futures	4947.79	4962.73	4946.16	4960.01	149314.0
2023-11-28 11:00:00	ES	Futures	4960.01	4965.44	4957.03	4964.36	88427.0
2023-11-28 11:30:00	ES	Futures	4964.09	4971.96	4963.82	4969.25	82064.0
2023-11-28 12:00:00	ES	Futures	4969.25	4969.52	4961.64	4962.19	57734.0
2023-11-28 12:30:00	ES	Futures	4962.46	4962.46	4953.5	4957.03	74799.0
2023-11-28 13:00:00	ES	Futures	4956.75	4957.03	4944.26	4952.68	115208.0
2023-11-28 13:30:00	ES	Futures	4952.68	4955.67	4950.24	4951.05	52403.0
2023-11-28 14:00:00	ES	Futures	4951.05	4953.22	4948.61	4949.42	51063.0
2023-11-28 14:30:00	ES	Futures	4949.69	4957.3	4946.44	4955.13	65314.0
2023-11-28 15:00:00	ES	Futures	4955.4	4955.67	4946.71	4951.05	60888.0
2023-11-28 15:30:00	ES	Futures	4951.05	4959.2	4949.69	4956.75	133051.0
2023-11-28 16:00:00	ES	Futures	4956.48	4959.2	4956.21	4958.38	33160.0
2023-11-28 16:30:00	ES	Futures	4958.38	4958.93	4957.3	4957.57	7288.0
2023-11-28 18:00:00	ES	Futures	4957.57	4958.66	4955.94	4957.57	3575.0
2023-11-28 18:30:00	ES	Futures	4957.84	4958.66	4957.57	4957.84	1559.0
2023-11-28 19:00:00	ES	Futures	4957.57	4958.11	4957.3	4957.57	2152.0
2023-11-28 19:30:00	ES	Futures	4957.84	4961.91	4957.57	4960.83	5612.0
2023-11-28 20:00:00	ES	Futures	4960.83	4964.63	4960.83	4962.46	8360.0
2023-11-28 20:30:00	ES	Futures	4962.46	4963.0	4960.83	4962.73	4387.0
2023-11-28 21:00:00	ES	Futures	4962.73	4964.09	4962.46	4963.27	3522.0
2023-11-28 21:30:00	ES	Futures	4963.27	4964.09	4961.64	4962.19	3092.0
2023-11-28 22:00:00	ES	Futures	4962.46	4962.73	4960.29	4961.64	3034.0
2023-11-28 22:30:00	ES	Futures	4961.64	4964.63	4961.1	4964.09	2848.0
2023-11-28 23:00:00	ES	Futures	4963.82	4965.44	4963.54	4965.17	2261.0
2023-11-28 23:30:00	ES	Futures	4964.9	4965.17	4963.54	4963.82	1835.0
2023-11-28 00:00:00	NQ	Futures	17575.76	17577.41	17569.99	17576.04	1080.0
2023-11-28 00:30:00	NQ	Futures	17576.31	17585.65	17576.04	17581.8	1421.0
2023-11-28 01:00:00	NQ	Futures	17581.53	17590.32	17580.71	17588.4	1897.0
2023-11-28 01:30:00	NQ	Futures	17588.12	17592.79	17582.35	17588.12	1217.0

> showing 50 of 3,930 rows — these rows as CSV

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